+230.8%
RDW vs GPC
-2.2%
+233.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +0.9% | -3.2% | +4.0% | +1.9% |
| 30D | -21.3% | +0.5% | -21.8% | -21.6% |
| 3M | -37.9% | +31.7% | -69.6% | -45.7% |
| 6M | +12.3% | +24.7% | -12.5% | +0.4% |
| YTD | +39.7% | +11.8% | +28.0% | +29.0% |
| 1Y | +25.7% | -3.0% | +28.6% | +25.8% |
| 3Y | +230.8% | -1.1% | +231.9% | +209.8% |
| All | +230.8% | -2.2% | +233.1% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling